BaseK2BaseC               package:far               R Documentation

_C_h_a_n_g_i_n_g _B_a_s_i_s

_D_e_s_c_r_i_p_t_i_o_n:

     Given the coordinates in the Karhunen-Love expansion base of the
     Wiener, compute the coordinates in the canonical basis.

_U_s_a_g_e:

     BaseK2BaseC(x, nb)

_A_r_g_u_m_e_n_t_s:

       x: A matrix containing the coordinates in the Karhunen-Love
          basis. One observation per column. 

      nb: The dimension of the canonical basis consider. By default, 
          the dimension is the same as the Karhunen-Love one (i.e.
          number of row of 'x'). 

_D_e_t_a_i_l_s:

     The Karhunen-Love expansion is a sum of an infinity of terms, but
     here  the expansion is truncated to a finite number of terms.
     Empirically, we  remark that using twice the dimension of the
     canonical basis desired  for the number of terms in the expansion
     is a good compromise.

_V_a_l_u_e:

     A object of class 'fdata' with 'nb' discretization points and the
     same number of observations as 'x'.

_A_u_t_h_o_r(_s):

     J. Damon

_R_e_f_e_r_e_n_c_e_s:

     Pumo, B. (1992). _Estimation et Prvision de Processus 
     Autoregressifs Fonctionnels. Applications aux Processus  Temps
     Continu_. PhD Thesis, University Paris 6, Pierre et Marie Curie.

_S_e_e _A_l_s_o:

     'simul.wiener', 'simul.far.wiener'

_E_x_a_m_p_l_e_s:

         data1 <- BaseK2BaseC(x=matrix(rnorm(50),ncol=5,nrow=10), nb=5)
         multplot(data1,whole=TRUE)

